NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.937 |
3.943 |
0.006 |
0.2% |
3.807 |
| High |
3.989 |
3.990 |
0.001 |
0.0% |
3.959 |
| Low |
3.880 |
3.865 |
-0.015 |
-0.4% |
3.807 |
| Close |
3.935 |
3.958 |
0.023 |
0.6% |
3.899 |
| Range |
0.109 |
0.125 |
0.016 |
14.7% |
0.152 |
| ATR |
0.084 |
0.087 |
0.003 |
3.5% |
0.000 |
| Volume |
16,804 |
19,400 |
2,596 |
15.4% |
118,391 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.260 |
4.027 |
|
| R3 |
4.188 |
4.135 |
3.992 |
|
| R2 |
4.063 |
4.063 |
3.981 |
|
| R1 |
4.010 |
4.010 |
3.969 |
4.037 |
| PP |
3.938 |
3.938 |
3.938 |
3.951 |
| S1 |
3.885 |
3.885 |
3.947 |
3.912 |
| S2 |
3.813 |
3.813 |
3.935 |
|
| S3 |
3.688 |
3.760 |
3.924 |
|
| S4 |
3.563 |
3.635 |
3.889 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.344 |
4.274 |
3.983 |
|
| R3 |
4.192 |
4.122 |
3.941 |
|
| R2 |
4.040 |
4.040 |
3.927 |
|
| R1 |
3.970 |
3.970 |
3.913 |
4.005 |
| PP |
3.888 |
3.888 |
3.888 |
3.906 |
| S1 |
3.818 |
3.818 |
3.885 |
3.853 |
| S2 |
3.736 |
3.736 |
3.871 |
|
| S3 |
3.584 |
3.666 |
3.857 |
|
| S4 |
3.432 |
3.514 |
3.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.990 |
3.856 |
0.134 |
3.4% |
0.089 |
2.2% |
76% |
True |
False |
18,895 |
| 10 |
3.990 |
3.782 |
0.208 |
5.3% |
0.077 |
1.9% |
85% |
True |
False |
20,163 |
| 20 |
3.990 |
3.565 |
0.425 |
10.7% |
0.080 |
2.0% |
92% |
True |
False |
24,693 |
| 40 |
4.137 |
3.565 |
0.572 |
14.5% |
0.086 |
2.2% |
69% |
False |
False |
21,488 |
| 60 |
4.310 |
3.565 |
0.745 |
18.8% |
0.087 |
2.2% |
53% |
False |
False |
20,992 |
| 80 |
4.665 |
3.565 |
1.100 |
27.8% |
0.088 |
2.2% |
36% |
False |
False |
19,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.521 |
|
2.618 |
4.317 |
|
1.618 |
4.192 |
|
1.000 |
4.115 |
|
0.618 |
4.067 |
|
HIGH |
3.990 |
|
0.618 |
3.942 |
|
0.500 |
3.928 |
|
0.382 |
3.913 |
|
LOW |
3.865 |
|
0.618 |
3.788 |
|
1.000 |
3.740 |
|
1.618 |
3.663 |
|
2.618 |
3.538 |
|
4.250 |
3.334 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.948 |
3.946 |
| PP |
3.938 |
3.935 |
| S1 |
3.928 |
3.923 |
|